Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 13-Aug-2013
Day Change Summary
Previous Current
12-Aug-2013 13-Aug-2013 Change Change % Previous Week
Open 142.44 141.90 -0.54 -0.4% 142.73
High 142.44 141.93 -0.51 -0.4% 142.95
Low 141.91 140.63 -1.28 -0.9% 141.83
Close 142.23 140.86 -1.37 -1.0% 142.28
Range 0.53 1.30 0.77 145.3% 1.12
ATR 0.71 0.78 0.06 8.8% 0.00
Volume 786,699 669,872 -116,827 -14.9% 2,317,551
Daily Pivots for day following 13-Aug-2013
Classic Woodie Camarilla DeMark
R4 145.04 144.25 141.58
R3 143.74 142.95 141.22
R2 142.44 142.44 141.10
R1 141.65 141.65 140.98 141.40
PP 141.14 141.14 141.14 141.01
S1 140.35 140.35 140.74 140.10
S2 139.84 139.84 140.62
S3 138.54 139.05 140.50
S4 137.24 137.75 140.15
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 145.71 145.12 142.90
R3 144.59 144.00 142.59
R2 143.47 143.47 142.49
R1 142.88 142.88 142.38 142.62
PP 142.35 142.35 142.35 142.22
S1 141.76 141.76 142.18 141.50
S2 141.23 141.23 142.07
S3 140.11 140.64 141.97
S4 138.99 139.52 141.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.71 140.63 2.08 1.5% 0.75 0.5% 11% False True 551,744
10 143.29 140.63 2.66 1.9% 0.83 0.6% 9% False True 579,989
20 144.37 140.63 3.74 2.7% 0.72 0.5% 6% False True 598,686
40 144.37 139.90 4.47 3.2% 0.75 0.5% 21% False False 648,290
60 145.47 139.90 5.57 4.0% 0.74 0.5% 17% False False 596,155
80 147.53 139.90 7.63 5.4% 0.72 0.5% 13% False False 448,004
100 147.53 139.90 7.63 5.4% 0.69 0.5% 13% False False 358,481
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 147.46
2.618 145.33
1.618 144.03
1.000 143.23
0.618 142.73
HIGH 141.93
0.618 141.43
0.500 141.28
0.382 141.13
LOW 140.63
0.618 139.83
1.000 139.33
1.618 138.53
2.618 137.23
4.250 135.11
Fisher Pivots for day following 13-Aug-2013
Pivot 1 day 3 day
R1 141.28 141.58
PP 141.14 141.34
S1 141.00 141.10

These figures are updated between 7pm and 10pm EST after a trading day.

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